ECBOT 5 Year T-Note Future June 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
112-302 |
112-285 |
-0-018 |
0.0% |
113-242 |
| High |
112-305 |
112-300 |
-0-005 |
0.0% |
113-255 |
| Low |
112-228 |
112-198 |
-0-030 |
-0.1% |
112-198 |
| Close |
112-290 |
112-238 |
-0-052 |
-0.1% |
112-238 |
| Range |
0-078 |
0-102 |
0-025 |
32.3% |
1-058 |
| ATR |
0-181 |
0-175 |
-0-006 |
-3.1% |
0-000 |
| Volume |
16,462 |
6,045 |
-10,417 |
-63.3% |
162,627 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-232 |
113-178 |
112-294 |
|
| R3 |
113-130 |
113-075 |
112-266 |
|
| R2 |
113-028 |
113-028 |
112-256 |
|
| R1 |
112-292 |
112-292 |
112-247 |
112-269 |
| PP |
112-245 |
112-245 |
112-245 |
112-233 |
| S1 |
112-190 |
112-190 |
112-228 |
112-166 |
| S2 |
112-142 |
112-142 |
112-219 |
|
| S3 |
112-040 |
112-088 |
112-209 |
|
| S4 |
111-258 |
111-305 |
112-181 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-189 |
115-271 |
113-125 |
|
| R3 |
115-132 |
114-213 |
113-021 |
|
| R2 |
114-074 |
114-074 |
112-307 |
|
| R1 |
113-156 |
113-156 |
112-272 |
113-086 |
| PP |
113-017 |
113-017 |
113-017 |
112-302 |
| S1 |
112-098 |
112-098 |
112-203 |
112-029 |
| S2 |
111-279 |
111-279 |
112-168 |
|
| S3 |
110-222 |
111-041 |
112-134 |
|
| S4 |
109-164 |
109-303 |
112-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-295 |
112-198 |
1-098 |
1.2% |
0-130 |
0.4% |
10% |
False |
True |
118,062 |
| 10 |
114-018 |
112-198 |
1-140 |
1.3% |
0-142 |
0.4% |
9% |
False |
True |
1,098,605 |
| 20 |
114-018 |
111-295 |
2-042 |
1.9% |
0-172 |
0.5% |
38% |
False |
False |
1,119,065 |
| 40 |
114-080 |
111-295 |
2-105 |
2.1% |
0-196 |
0.5% |
35% |
False |
False |
1,130,141 |
| 60 |
117-222 |
111-295 |
5-248 |
5.1% |
0-198 |
0.5% |
14% |
False |
False |
1,132,958 |
| 80 |
119-108 |
111-295 |
7-132 |
6.6% |
0-200 |
0.6% |
11% |
False |
False |
1,111,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-096 |
|
2.618 |
113-248 |
|
1.618 |
113-146 |
|
1.000 |
113-082 |
|
0.618 |
113-043 |
|
HIGH |
112-300 |
|
0.618 |
112-261 |
|
0.500 |
112-249 |
|
0.382 |
112-237 |
|
LOW |
112-198 |
|
0.618 |
112-134 |
|
1.000 |
112-095 |
|
1.618 |
112-032 |
|
2.618 |
111-249 |
|
4.250 |
111-082 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-249 |
113-000 |
| PP |
112-245 |
112-292 |
| S1 |
112-241 |
112-265 |
|